[R] What are the pros and cons of the various R functions and methods for conducting least median of squares regression analysis?

[Stephen H. Dawson, DSL]

Hi Kelly,

https://stat.ethz.ch/pipermail/r-devel/2022-April/081622.html

I spoke about your topic on another list by way of a similar discussion. 
Perhaps this suggested tool is the help that would ... help ... the 
bigger picture for all of us.

*Stephen Dawson, DSL*
/Executive Strategy Consultant/
Business & Technology
+1 (865) 804-3454
http://www.shdawson.com


On 4/24/22 11:02, Kelly Thompson wrote:
> Thanks to all responded for your insights and advice, and for the
> information about the mailing list for robust statistics with R. I
> will post to that list.
>
> I feel that I am in the early stage of learning about and "exploring"
> least median of squares regression analysis and other robust
> regression methods such as least absolute deviation regression, and
> iteratively reweighted least squares regression, and I feel I do not
> yet know enough to ask more specific questions or have the knowledge
> and understanding to know what else I "should" be asking.
>
> I am interested in robust regression methods useful for datasets with
> 50,000 or more observations, that might have "outliers" and/or
> "influential observations", where the regression model might have one
> to perhaps ten independent variables.
>
> Here are questions I have. I'm open to suggestions of other questions
> to ask, and to learning from others:
> - What R functions offer least median of squares regression analysis?
> - Which of these functions if any continue to be maintained?
> - Are there any clear pros and cons of each package?
>
> Thanks again.
>
> On Sat, Apr 16, 2022 at 2:45 PM Kelly Thompson<kt1572757 using gmail.com>  wrote:
>> What are the pros and cons of the various R functions and methods for
>> conducting least median of squares regression analysis?
>>
>> I know about these:
>>
>> lqs, wth method = "lms" and lmsreg, which as I understan dit are equivalent
>>
>> Mentions:
>> https://www.rdocumentation.org/packages/MASS/versions/7.3-56/topics/lqs
>>
>> https://stat.ethz.ch/pipermail/r-help/2006-October/115681.html
>>
>> https://stat.ethz.ch/pipermail/r-help/2007-March/126564.html
>> -----
>>
>> ltsReg
>>
>> https://www.rdocumentation.org/packages/robustbase/versions/0.1-2/topics/ltsReg
>> -----
>> nl.lmsNM
>> https://rdrr.io/cran/nlr/man/nl.lmsNM.html
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